Hermite–Hadamard inequality


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Hermite–Hadamard inequality
In mathematics, the Hermite–Hadamard inequality, named after Charles Hermite and Jacques Hadamard and sometimes also called Hadamard's inequality, states that if a function ƒ : [ab] → R is convex, then the following chain of inequalities hold:


Generalisations - The concept of a sequence of iterated integrals
Suppose that −∞ < a < b < ∞, and let f:[a, b] → be an integrable real function. Under the above conditions the following sequence of functions is called the sequence of iterated integrals of f,where asb.:


Example 1
Let [a, b] = [0, 1] and f(s) ≡ 1. Then the sequence of iterated integrals of 1 is defined on [0, 1], and

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